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~language:"eng"
~person:"Proietti, Tommaso"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Time series analysis
45
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24
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24
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18
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Proietti, Tommaso
Gil-Alaña, Luis A.
328
Caporale, Guglielmo Maria
196
Phillips, Peter C. B.
162
Franses, Philip Hans
158
Koopman, Siem Jan
151
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91
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89
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87
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86
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80
Koop, Gary
79
Lucas, André
77
Pesaran, M. Hashem
74
Johansen, Søren
73
Marcellino, Massimiliano
73
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70
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69
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69
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62
Härdle, Wolfgang
61
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57
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57
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57
Leybourne, Stephen James
56
Perron, Pierre
56
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56
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52
Maravall Herrero, Agustín
51
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Tiwari, Aviral Kumar
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Hassler, Uwe
47
Moosa, Imad A.
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Saikkonen, Pentti
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ECONIS (ZBW)
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1
Band-pass filtering with high-dimensional time series
Giovannelli, Alessandro
;
Lippi, Marco
;
Proietti, Tommaso
-
2023
Persistent link: https://www.econbiz.de/10014320070
Saved in:
2
Modelling cycles in climate series : the fractional sinusoidal waveform process
Proietti, Tommaso
;
Maddanu, Federico
-
2021
Persistent link: https://www.econbiz.de/10013256348
Saved in:
3
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
4
Seasonality in high frequency time series
Proietti, Tommaso
;
Pedregal, Diego J.
-
2021
Persistent link: https://www.econbiz.de/10012487964
Saved in:
5
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
6
Nowcasting monthly GDP with big data : a model averaging approach
Proietti, Tommaso
;
Giovannelli, Alessandro
-
2020
Persistent link: https://www.econbiz.de/10012224870
Saved in:
7
Peaks, gaps, and time reversibility of economic time series
Proietti, Tommaso
-
2020
Persistent link: https://www.econbiz.de/10012487817
Saved in:
8
A Durbin-Levinson regularized estimator of high dimensional autocovariance matrices
Proietti, Tommaso
;
Giovannelli, Alessandro
-
2017
Persistent link: https://www.econbiz.de/10011648644
Saved in:
9
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
10
A generalized exponential time series regression model for electricity prices
Haldrup, Niels
;
Knapik, O.
;
Proietti, Tommaso
-
2016
Persistent link: https://www.econbiz.de/10011447820
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